Lévy-Type Stochastic Integrals with Regularly Varying Tails (Q5316804)
From MaRDI portal
scientific article; zbMATH DE number 2205424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy-Type Stochastic Integrals with Regularly Varying Tails |
scientific article; zbMATH DE number 2205424 |
Statements
Lévy-Type Stochastic Integrals with Regularly Varying Tails (English)
0 references
15 September 2005
0 references
Lévy measure
0 references
predictable mapping
0 references
regular variation
0 references
semimartingale
0 references
0 references